| Metric | 12529486:btcusd:triple_gx:lsma183_84_59 | 12529486:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 112.04% | 138.85% |
| Max Drawdown | -21.68% | -66.18% |
| Sharpe | 0.86 | 0.73 |
| Sortino | 1.36 | 1.08 |
| Payoff Ratio | 1.37 | 1.2 |
| Profit Factor | 1.24 | 1.12 |
| Common Sense Ratio | 1.5 | 1.27 |
| CPC Index | 0.78 | 0.67 |
| Tail Ratio | 1.21 | 1.14 |
| Outlier Win Ratio | 15.17 | 3.58 |
| Outlier Loss Ratio | 4.36 | 3.54 |
| Volatility (ann.) | 29.58% | 50.97% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.07 | 0.41 |
| Skew | 0.94 | -0.07 |
| Kurtosis | 12.78 | 4.36 |
| Expected Daily % | 0.06% | 0.07% |
| Expected Monthly % | 1.72% | 2.0% |
| Expected Yearly % | 20.67% | 24.32% |
| Kelly Criterion | 6.27% | 7.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -4.29% |
| Expected Shortfall (cVaR) | -2.48% | -4.29% |
| Year | 12529486:BTCUSD | 12529486:btcusd:triple_gx:lsma183_84_59 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.30 | 21.03 | -0.33 | + |
| 2023 | 155.54 | 40.61 | 0.26 | - |
| 2024 | 121.00 | 18.17 | 0.15 | - |
| 2025 | 18.46 | 5.44 | 0.29 | - |
| Metric | 12529486:btcusd:triple_gx:lsma183_84_59 | 12529486:BTCUSD |
|---|---|---|
| MTD | 0.95% | 0.95% |
| 3M | -4.12% | -2.34% |
| 6M | -4.11% | 14.09% |
| YTD | 5.44% | 18.46% |
| 1Y | 27.32% | 59.2% |
| 3Y (ann.) | 23.98% | 75.33% |
| 5Y (ann.) | 23.28% | 27.43% |
| Metric | 12529486:btcusd:triple_gx:lsma183_84_59 | 12529486:BTCUSD |
|---|---|---|
| Max Drawdown | -21.68% | -66.18% |
| Longest DD Days | 244.0 | 643.0 |
| Avg. Drawdown | -4.48% | -8.95% |
| Avg. Drawdown Days | 30.0 | 48.0 |
| Recovery Factor | 5.17 | 2.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-09 | 2024-07-19 | -21.68 | 192 |
| 2024-07-29 | 2024-12-15 | -20.83 | 139 |
| 2025-03-03 | 2025-11-02 | -16.66 | 244 |
| 2022-10-05 | 2022-12-13 | -9.41 | 69 |
| 2023-08-30 | 2023-11-01 | -9.26 | 63 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| 2022-05-16 | 2022-05-30 | -8.60 | 14 |
| 2023-02-21 | 2023-04-10 | -6.85 | 48 |
| 2022-06-01 | 2022-06-19 | -6.65 | 18 |
| 2022-05-11 | 2022-05-15 | -6.65 | 4 |
| Metric | 12529486:btcusd:triple_gx:lsma183_84_59 | 12529486:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -15.42% |
| Best Week | 15.19% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 13.75% | 43.77% |
| Worst Month | -9.67% | -37.12% |
| Best Year | 40.61% | 155.54% |
| Worst Year | 5.44% | -64.3% |
| Avg. Up Day | 2.03% | 2.05% |
| Avg. Down Day | -1.48% | -1.71% |
| Avg. Up Week | 3.62% | 4.88% |
| Avg. Down Week | -2.54% | -4.42% |
| Avg. Up Month | 5.56% | 13.09% |
| Avg. Down Month | -4.38% | -10.21% |
| Win Days % | 45.74% | 49.62% |
| Win Month % | 67.65% | 59.09% |
| Win Week % | 57.73% | 51.31% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 100.0% | 75.0% |